Fitting target LNQREL internal ratio can be negative, used abs()

zunzun · Sep 12, 2016 · 94a5342 · 94a5342
1 parent eea313e
commit 94a5342
Showing 1 changed file with 1 addition and 5 deletions.
diff --git a/IModel.py b/IModel.py
@@ -1,7 +1,3 @@
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 #    pyeq3 is a collection of equations expressed as Python classes
 #
 #    Copyright (C) 2013 James R. Phillips
@@ -492,7 +488,7 @@ def CalculateAllDataFittingTarget(self, inCoeffs):
             # see http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2635088
             if self.fittingTarget == "LNQREL":
 
-                Q = self.modelPredictions / self.dataCache.allDataCacheDictionary['DependentData']
+                Q = numpy.abs(self.modelPredictions / self.dataCache.allDataCacheDictionary['DependentData'])
                 sumsqlogQ = numpy.sum(numpy.square(numpy.log(Q)))
                 val = sumsqlogQ
                 if numpy.isfinite(val):